+41.9%
QLD vs PNR
-46.4%
+88.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.6% | +2.5% | +0.7% |
| 7D | +3.0% | -3.0% | +6.0% | +4.0% |
| 30D | -1.8% | -14.9% | +13.1% | +3.2% |
| 3M | -1.8% | -19.0% | +17.2% | +4.2% |
| 6M | +36.9% | -35.9% | +72.8% | +60.3% |
| YTD | +28.7% | -43.1% | +71.8% | +57.9% |
| 1Y | +41.9% | -46.4% | +88.3% | +81.6% |
| All | +41.9% | -46.4% | +88.3% | +81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling